Question about ridge regression

Posted by David Greenberg on Oct 28, 2013; 3:32am
URL: http://spssx-discussion.165.s1.nabble.com/Question-about-ridge-regression-tp5722754.html

About a dozen years ago or more I used the syntax below to enter a correlation matrix into SPSS, and then estimate a ridge regression on it. Now I am using version 21, and it doesn't work. Could someone telll me how to modify the syntax so that it will run? Thank you, David Greenberg, Sociology Department, New York University
     matrix data variables=ftp unemp lic hgr clear hom
     /contents = n_scalar corr/format=upper.
begin data
    13
      1   .293  .569  .702 -.974  .964
             1    -.167  -.033  -.306  .210
                      1      .904  -.555  .726
                                 1   -.683   .816
                                          1    -.968
                                                   1
end data.
begin matrix 'include 'P:\spsswin\ridgereg.sps'.
ridgereg dep=hom/enter=ftp unemp lic hgr clear
   /start=0/stop=1/inc=.05.
end matrix.